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ONB vs. RF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ONBRF
YTD Return14.78%20.57%
1Y Return31.44%33.14%
3Y Return (Ann)9.54%8.87%
5Y Return (Ann)4.73%11.42%
10Y Return (Ann)7.05%11.70%
Sharpe Ratio1.041.04
Daily Std Dev28.29%30.63%
Max Drawdown-62.96%-92.65%
Current Drawdown-5.75%-2.74%

Fundamentals


ONBRF
Market Cap$6.03B$20.62B
EPS$1.70$1.78
PE Ratio11.1312.66
PEG Ratio2.4510.37
Total Revenue (TTM)$2.30B$7.57B
Gross Profit (TTM)$2.30B$7.60B
EBITDA (TTM)$364.40M$1.44B

Correlation

-0.50.00.51.00.4

The correlation between ONB and RF is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

ONB vs. RF - Performance Comparison

In the year-to-date period, ONB achieves a 14.78% return, which is significantly lower than RF's 20.57% return. Over the past 10 years, ONB has underperformed RF with an annualized return of 7.05%, while RF has yielded a comparatively higher 11.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
13.80%
16.66%
ONB
RF

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Risk-Adjusted Performance

ONB vs. RF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Old National Bancorp (ONB) and Regions Financial Corporation (RF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ONB
Sharpe ratio
The chart of Sharpe ratio for ONB, currently valued at 1.04, compared to the broader market-4.00-2.000.002.001.04
Sortino ratio
The chart of Sortino ratio for ONB, currently valued at 1.67, compared to the broader market-6.00-4.00-2.000.002.004.001.67
Omega ratio
The chart of Omega ratio for ONB, currently valued at 1.19, compared to the broader market0.501.001.501.19
Calmar ratio
The chart of Calmar ratio for ONB, currently valued at 0.96, compared to the broader market0.001.002.003.004.005.000.96
Martin ratio
The chart of Martin ratio for ONB, currently valued at 5.54, compared to the broader market-10.000.0010.0020.005.54
RF
Sharpe ratio
The chart of Sharpe ratio for RF, currently valued at 1.04, compared to the broader market-4.00-2.000.002.001.04
Sortino ratio
The chart of Sortino ratio for RF, currently valued at 1.54, compared to the broader market-6.00-4.00-2.000.002.004.001.54
Omega ratio
The chart of Omega ratio for RF, currently valued at 1.21, compared to the broader market0.501.001.501.21
Calmar ratio
The chart of Calmar ratio for RF, currently valued at 0.78, compared to the broader market0.001.002.003.004.005.000.78
Martin ratio
The chart of Martin ratio for RF, currently valued at 4.22, compared to the broader market-10.000.0010.0020.004.22

ONB vs. RF - Sharpe Ratio Comparison

The current ONB Sharpe Ratio is 1.04, which roughly equals the RF Sharpe Ratio of 1.04. The chart below compares the 12-month rolling Sharpe Ratio of ONB and RF.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
1.04
1.04
ONB
RF

Dividends

ONB vs. RF - Dividend Comparison

ONB's dividend yield for the trailing twelve months is around 2.96%, less than RF's 4.31% yield.


TTM20232022202120202019201820172016201520142013
ONB
Old National Bancorp
2.96%3.32%3.11%3.09%3.38%2.84%3.38%2.98%2.87%3.54%2.96%2.60%
RF
Regions Financial Corporation
4.31%4.54%3.43%2.98%3.85%3.44%3.44%1.82%1.78%2.40%1.70%1.01%

Drawdowns

ONB vs. RF - Drawdown Comparison

The maximum ONB drawdown since its inception was -62.96%, smaller than the maximum RF drawdown of -92.65%. Use the drawdown chart below to compare losses from any high point for ONB and RF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.75%
-2.74%
ONB
RF

Volatility

ONB vs. RF - Volatility Comparison

Old National Bancorp (ONB) has a higher volatility of 7.34% compared to Regions Financial Corporation (RF) at 5.55%. This indicates that ONB's price experiences larger fluctuations and is considered to be riskier than RF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
7.34%
5.55%
ONB
RF

Financials

ONB vs. RF - Financials Comparison

This section allows you to compare key financial metrics between Old National Bancorp and Regions Financial Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items